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Journal: Mathematics, 2022
Volume: 10
Number: 4035

Article: Nonlinear Contagion and Causality Nexus between Oil, Gold, VIX Investor Sentiment, Exchange Rate and Stock Market Returns: The MS-GARCH Copula Causality Method
Authors: by Melike E. Bildirici, Memet Salman and Özgür Ömer Ersin
Link: https://www.mdpi.com/2227-7390/10/21/4035

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